Asset Comparison and Correlation
|NZSE vs AEX Amsterdam|
Assuming 30 trading days horizon, NZSE is expected to under-perform the AEX Amsterda. But the index apears to be less risky and, when comparing its historical volatility, NZSE is 1.62 times less risky than AEX Amsterda. The index trades about -1.36 of its potential returns per unit of risk. The AEX Amsterdam is currently generating about -0.1 of returns per unit of risk over similar time horizon. If you would invest 39,545 in AEX Amsterdam on November 6, 2013 and sell it today you would lose (488.00) from holding AEX Amsterdam or give up 1.23% of portfolio value over 30 days.
Match-ups for NZSE
Match-ups for AEX Amsterda